I have three of the four things but my game is not showing me the marker for the fourth what are the four locations i only need one more.

Idk which one your referring to, there is no specific order, can you tell me where your looking?

Look at the book. It doesn't have a marker because you haven't found that location yet.

I have the first shard you get (From Arkngthamz). The second which was from the storage near Mzulft and the third which was from Raldbthar.

Where is the last?

I know you said look at the book, but there seems to be 5 markers on the map in the book.

5 locations. 4 shards and the forge. You shouldn't be able to get to the forge unless you have all 4 shards. Check the last 2 areas and explore the one you can enter.